I'm trying to forecast some financial returns with so-called copula-garch
method. When I run the code woth ARMA(1,1) - it's ok, but with ARMA(2+, q)
"Error in .sgarchpath2(spec = spec, n.sim = n.sim, n.start = n.start, m.sim
= m.sim, :
ugarchpath-->error: presigma must be of length 2"